Matlab code for an exact linesearch for LASSO problems
Solves the 1D linesearch problem to compute "min_t f(x + t p)" where "f(x) = .5||Ax-b||^2 + ||x||_1"
Code by Stephen Becker
Read the Tech report for details
Matlab code for an exact linesearch for LASSO problems
Solves the 1D linesearch problem to compute "min_t f(x + t p)" where "f(x) = .5||Ax-b||^2 + ||x||_1"
Code by Stephen Becker
Read the Tech report for details